Final Fantasy: Unlimited

The Hayakawa twins, Ai and Yu, search for their parents, Joe and Marie, after they embarked on an expedition to the other dimension, known as Wonderland, twelve years prior. Their parents had previously written about this dimension in a book called "Day of Succession," documenting their initial encounter with the dimension. The twins, along with Lisa Pacifist, a woman they meet on the train, aim to find Joe and Marie, who vanished while attempting to explore Wonderland.